Actually not. Although Romaness and Japaness are Asian languages, our language comes from the other side of Asia. We once were Rajaput, from north western India. We also were warriors, sent out 1,000 years ago to repell the moslems, but, did not do very well. We were driven down into Persia, where we went from the second highest caste in India, and warriors, to the lowest class in Europe, a people without place, and pacifists. Gadjo (male singular) Gadje (Fem. sing.) Gadjen (pl.) translates from its hindi root as civilian. Though that meaning is now lost on most Roma, to whom it means, everyone who is not Roma. I have often heard of the Japanese word like Gadjo, but though there are remenents of some 20 or so languages in Romaness (though it is predomently Hindi and Persian) to my knowlege there is no Japanese in the language.
Arigato, gozimus, as we Roma say (only kidding)
All the best
Larry